CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	0.7331	0.7355	0.0024	0.3%	0.7322
High	0.7356	0.7355	-0.0001	0.0%	0.7377
Low	0.7327	0.7304	-0.0024	-0.3%	0.7306
Close	0.7351	0.7334	-0.0017	-0.2%	0.7327
Range	0.0029	0.0052	0.0023	80.7%	0.0071
ATR	0.0042	0.0042	0.0001	1.7%	0.0000
Volume	56,649	100,068	43,419	76.6%	386,282

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7485	0.7461	0.7362
R3	0.7434	0.7409	0.7348
R2	0.7382	0.7382	0.7343
R1	0.7358	0.7358	0.7338	0.7344
PP	0.7331	0.7331	0.7331	0.7324
S1	0.7306	0.7306	0.7329	0.7293
S2	0.7279	0.7279	0.7324
S3	0.7228	0.7255	0.7319
S4	0.7176	0.7203	0.7305

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7549	0.7509	0.7366
R3	0.7478	0.7438	0.7347
R2	0.7407	0.7407	0.7340
R1	0.7367	0.7367	0.7334	0.7387
PP	0.7336	0.7336	0.7336	0.7346
S1	0.7296	0.7296	0.7320	0.7316
S2	0.7265	0.7265	0.7314
S3	0.7194	0.7225	0.7307
S4	0.7123	0.7154	0.7288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7376	0.7304	0.0072	1.0%	0.0041	0.6%	42%	False	True	76,803
10	0.7377	0.7262	0.0115	1.6%	0.0043	0.6%	63%	False	False	85,886
20	0.7474	0.7262	0.0213	2.9%	0.0043	0.6%	34%	False	False	91,333
40	0.7485	0.7262	0.0224	3.0%	0.0040	0.5%	32%	False	False	60,266
60	0.7615	0.7262	0.0353	4.8%	0.0039	0.5%	20%	False	False	40,237
80	0.7652	0.7262	0.0391	5.3%	0.0038	0.5%	18%	False	False	30,221
100	0.7652	0.7262	0.0391	5.3%	0.0036	0.5%	18%	False	False	24,207
120	0.7652	0.7262	0.0391	5.3%	0.0034	0.5%	18%	False	False	20,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7574
2.618	0.7490
1.618	0.7438
1.000	0.7407
0.618	0.7387
HIGH	0.7355
0.618	0.7335
0.500	0.7329
0.382	0.7323
LOW	0.7304
0.618	0.7272
1.000	0.7252
1.618	0.7220
2.618	0.7169
4.250	0.7085

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	0.7332	0.7332
PP	0.7331	0.7331
S1	0.7329	0.7330

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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